+22.6%
XHB vs MTCH
-0.9%
+23.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.3% |
| 7D | -4.6% | +1.3% | -5.9% | -4.9% |
| 30D | -9.1% | +15.9% | -25.0% | -12.6% |
| 3M | -8.6% | +23.3% | -31.8% | -13.7% |
| 6M | -4.0% | +40.1% | -44.2% | -12.6% |
| YTD | -3.9% | +33.6% | -37.5% | -11.7% |
| 1Y | -16.5% | +14.1% | -30.5% | -20.1% |
| 3Y | +22.6% | +1.4% | +21.1% | +14.4% |
| All | +22.6% | -0.9% | +23.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling